It's really annoying that Windows 10/11? always asks this question when you try to open a file you created.
To disable for new files (old ones are not affected unfortunately):
Open the "Local Group Policy Editor" (search for it).
Go to "User Configuration" -> "Administrative Templates" -> "Windows Components" -> "Attachment Manager".
Double click on "Do not preserve zone information in file attachments" and set it to Enabled.
Trying to open all new files will not result in the dreaded pop up disturbing your work.
Thanks to this forum answer.
